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A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 基于小波的非线性ARDL模型评估汇率对原油价格的传递
Journal of International Financial Markets, Institutions and Money Pub Date : 2015-01-01 DOI: 10.1016/J.INTFIN.2014.11.011
R. Jammazi, Amine Lahiani, D. K. Nguyen
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引用次数: 75
Can the Chinese banking system continue to grow without sacrificing loan quality 中国银行体系能否在不牺牲贷款质量的情况下继续增长
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-07-01 DOI: 10.1016/J.INTFIN.2014.03.009
J. Fenech, Y. Yap, S. Shafik
{"title":"Can the Chinese banking system continue to grow without sacrificing loan quality","authors":"J. Fenech, Y. Yap, S. Shafik","doi":"10.1016/J.INTFIN.2014.03.009","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.03.009","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"70 1","pages":"315-330"},"PeriodicalIF":0.0,"publicationDate":"2014-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84017612","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms 澳大利亚和美国金融公司利率风险和收益溢出效应的动态相关分析
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-07-01 DOI: 10.1016/J.INTFIN.2014.04.006
Akhtaruzzaman, Abul Shamsuddin, S. Easton
{"title":"Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms","authors":"Akhtaruzzaman, Abul Shamsuddin, S. Easton","doi":"10.1016/J.INTFIN.2014.04.006","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.04.006","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"25 1","pages":"378-396"},"PeriodicalIF":0.0,"publicationDate":"2014-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87835933","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 26
Competition and the bank lending channel in Eurozone 欧元区竞争与银行贷款渠道
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-07-01 DOI: 10.2139/SSRN.2341669
Aurélien Leroy
{"title":"Competition and the bank lending channel in Eurozone","authors":"Aurélien Leroy","doi":"10.2139/SSRN.2341669","DOIUrl":"https://doi.org/10.2139/SSRN.2341669","url":null,"abstract":"This paper examines how banks respond to the monetary policy of the European Central Bank (ECB) according to their characteristics and, in particular, to their market power, using banking micro-data from Eurozone countries over the period from 1999 to 2011. Our results suggest that banks with market power, which is proxied by the Lerner index, have a credit supply that is less sensitive to monetary policy shock. The market structures (aggregated measures) in which the banks operate have a similar effect. Therefore, increased competition enhances the effectiveness of monetary policy transmission through the bank lending channel. We find also that over the period from 2008 to 2011, this channel has been strengthened, nevertheless the negative effect of market power on monetary effectiveness has remained.","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"48 1","pages":"296-314"},"PeriodicalIF":0.0,"publicationDate":"2014-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84867344","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 55
Does central bank transparency affect stock market volatility 央行透明度会影响股市波动吗
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-07-01 DOI: 10.1016/J.INTFIN.2014.05.002
{"title":"Does central bank transparency affect stock market volatility","authors":"","doi":"10.1016/J.INTFIN.2014.05.002","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.05.002","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"24 1","pages":"362-377"},"PeriodicalIF":0.0,"publicationDate":"2014-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74664909","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 42
Analysing interest rate mark-ups in the Australian mortgage market 分析澳大利亚抵押贷款市场的利率上涨
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-07-01 DOI: 10.1016/J.INTFIN.2014.04.007
A. Valadkhani
{"title":"Analysing interest rate mark-ups in the Australian mortgage market","authors":"A. Valadkhani","doi":"10.1016/J.INTFIN.2014.04.007","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.04.007","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"122 1","pages":"343-361"},"PeriodicalIF":0.0,"publicationDate":"2014-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79465567","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 随机和遗传神经网络组合交易和混合时变杠杆效应
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-05-01 DOI: 10.1016/J.INTFIN.2014.01.006
G. Sermpinis, C. Stasinakis, C. Dunis
{"title":"Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects","authors":"G. Sermpinis, C. Stasinakis, C. Dunis","doi":"10.1016/J.INTFIN.2014.01.006","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.01.006","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"142 1","pages":"21-54"},"PeriodicalIF":0.0,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88971754","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 24
The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market 国际化对中小企业信用风险建模的影响:来自英国市场的证据
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-05-01 DOI: 10.1016/J.INTFIN.2014.05.001
Jairaj Gupta, N. Wilson, A. Gregoriou, J. Healy
{"title":"The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market","authors":"Jairaj Gupta, N. Wilson, A. Gregoriou, J. Healy","doi":"10.1016/J.INTFIN.2014.05.001","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.05.001","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"1 1","pages":"397-413"},"PeriodicalIF":0.0,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85007301","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 38
Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange 担保与代理风险溢价:AIM与伦敦证券交易所官方名单之间的迁移分析
Journal of International Financial Markets, Institutions and Money Pub Date : 2014-05-01 DOI: 10.1016/J.INTFIN.2014.01.004
Kevin Campbell, Isaac T. Tabner
{"title":"Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange","authors":"Kevin Campbell, Isaac T. Tabner","doi":"10.1016/J.INTFIN.2014.01.004","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2014.01.004","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"1 1","pages":"1-20"},"PeriodicalIF":0.0,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88151274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 18
How Can a Small Country Affect the European Economy? The Greek Contagion Phenomenon 一个小国如何影响欧洲经济?希腊传染现象
Journal of International Financial Markets, Institutions and Money Pub Date : 2013-07-01 DOI: 10.2139/SSRN.2160775
Aristeidis Samitas, Ioannis Tsakalos
{"title":"How Can a Small Country Affect the European Economy? The Greek Contagion Phenomenon","authors":"Aristeidis Samitas, Ioannis Tsakalos","doi":"10.2139/SSRN.2160775","DOIUrl":"https://doi.org/10.2139/SSRN.2160775","url":null,"abstract":"This study applies the asymmetric dynamic conditional correlation (A-DCC) model and employs copula functions to investigate the correlation dynamics among the Greek and European markets during the recent debt crisis. The Greek debt crisis occurred after the subprime mortgage crisis. Up to that point, the Greek stock market followed the larger stock markets, and Greek government debt should not have influenced other European markets. However, Greece is a member of the monetary union, and it is necessary to examine whether there exists a contagion effect on the other European Union (EU) member states. The findings support the existence of a contagion effect during crash periods but not during the Greek debt crisis.","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"64 1","pages":"18-32"},"PeriodicalIF":0.0,"publicationDate":"2013-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73207148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 94
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